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Liquidity volatility and spillover effects : evidence from the UK-USA and East Asian countries
Lim, Sung; Giouvris, Evangelos - In: International journal of financial engineering and risk … 2 (2015) 1, pp. 48-71
Persistent link: https://www.econbiz.de/10011344290
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On the pricing of commonality across various liquidity proxies in the London stock exchange and the crisis
Lim, SungKyu; Giouvris, Evangelos - In: Handbook of investors' behavior during financial crises, (pp. 447-470). 2017
Persistent link: https://www.econbiz.de/10011743118
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A comparative GARCH analysis of macroeconomic variables and returns on modelling the Kurtosis of FTSE 100 implied volatility index
Alsheikhmubarak, Abdulilah Ibrahim; Giouvris, Evangelos - In: Multinational finance journal 22 (2018) 3/4, pp. 119-172
Persistent link: https://www.econbiz.de/10012547707